+340.2%
COP vs VRTX
+441.1%
-100.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -0.5% | -6.4% | +5.9% | +0.9% |
| 30D | +11.7% | -0.5% | +12.2% | +11.7% |
| 3M | +17.7% | +16.9% | +0.8% | +13.4% |
| 6M | +18.3% | +13.1% | +5.2% | +14.3% |
| YTD | +49.1% | +14.9% | +34.1% | +43.0% |
| 1Y | +53.3% | +31.4% | +21.9% | +42.1% |
| 3Y | +22.2% | +51.9% | -29.8% | +5.7% |
| 5Y | +193.3% | +177.1% | +16.2% | +110.8% |
| 10Y | +340.2% | +456.3% | -116.0% | +201.8% |
| All | +340.2% | +441.1% | -100.8% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VRTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling